Maximal and moment inequalities for demimartingales and \(N\)-demimartingales (Q419202): Difference between revisions
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The authors obtain some maximal inequalities for demimartingales using an upcrossing inequality for demimartingales due to \textit{C. M. Newman} and \textit{A. L. Wright} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 361--371 (1982; Zbl 0465.60010)]. They also derive maximal inequalities for \(N\)-demimartingales as an application of the down crossing inequality from [\textit{B. L. S. Prakasa Rao}, Associated sequences, demimartingales and nonparametric inference. Basel: Birkhäuser (2012; Zbl 1298.60007)]. Furthermore, they obtain an inequality for non-negative real numbers and derive some moment inequalities for the class of demimartingales as an application of this inequality. | |||
Property / review text: The authors obtain some maximal inequalities for demimartingales using an upcrossing inequality for demimartingales due to \textit{C. M. Newman} and \textit{A. L. Wright} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 361--371 (1982; Zbl 0465.60010)]. They also derive maximal inequalities for \(N\)-demimartingales as an application of the down crossing inequality from [\textit{B. L. S. Prakasa Rao}, Associated sequences, demimartingales and nonparametric inference. Basel: Birkhäuser (2012; Zbl 1298.60007)]. Furthermore, they obtain an inequality for non-negative real numbers and derive some moment inequalities for the class of demimartingales as an application of this inequality. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: B. L. S. Prakasa Rao / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60E15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G42 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G48 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6036293 / rank | |||
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Property / zbMATH Keywords | |||
demimartingales | |||
Property / zbMATH Keywords: demimartingales / rank | |||
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Property / zbMATH Keywords | |||
upcrossing inequality | |||
Property / zbMATH Keywords: upcrossing inequality / rank | |||
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Property / zbMATH Keywords | |||
downcrossing inequality | |||
Property / zbMATH Keywords: downcrossing inequality / rank | |||
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maximal inequality | |||
Property / zbMATH Keywords: maximal inequality / rank | |||
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Property / zbMATH Keywords | |||
moment inequality | |||
Property / zbMATH Keywords: moment inequality / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spl.2011.12.009 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W1997491674 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 06:24, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Maximal and moment inequalities for demimartingales and \(N\)-demimartingales |
scientific article |
Statements
Maximal and moment inequalities for demimartingales and \(N\)-demimartingales (English)
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18 May 2012
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The authors obtain some maximal inequalities for demimartingales using an upcrossing inequality for demimartingales due to \textit{C. M. Newman} and \textit{A. L. Wright} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 361--371 (1982; Zbl 0465.60010)]. They also derive maximal inequalities for \(N\)-demimartingales as an application of the down crossing inequality from [\textit{B. L. S. Prakasa Rao}, Associated sequences, demimartingales and nonparametric inference. Basel: Birkhäuser (2012; Zbl 1298.60007)]. Furthermore, they obtain an inequality for non-negative real numbers and derive some moment inequalities for the class of demimartingales as an application of this inequality.
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demimartingales
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upcrossing inequality
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downcrossing inequality
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maximal inequality
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moment inequality
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